The CRSP Survivor-Bias Free US Mutual Fund Database is designed to facilitate research on the historical performance of open-ended mutual funds by using survivor-bias-free data.
CRSP tracks monthly returns, monthly total net assets, monthly net asset values, daily net asset values, and monthly distributions for open-ended mutual funds beginning January 1, 1962. The CRSP Mutual Fund files includes identification information, fund objectives, fees, total net assets, monthly and daily net asset values, returns, and distributions for open-ended live funds and dead funds. Dead funds are typically removed from other mutual fund databases, which leaves a survivor-bias. This imposes a selection bias on the mutual fund data available to researchers: only survivors are included. The database is updated quarterly and is delivered in SAS formats. For more information, go to the documentation or the vendor site.
- Beginning December, 1961 - current.
- The database is updated quarterly, with a one-month lag through the most recently completed calendar quarter.
The CRSP Survivor-Bias Free US Mutual Fund Database records each mutual fund's name and organizational history, provides open-ended mutual fund data beginning December 1961 for funds of all investment objectives, principally equity funds, taxable and municipal bond funds, international funds and money market funds.
The CRSP Mutual Fund Database Files contain updated data through the end of the previous calendar quarter. The database consists of a group of tables listed in Table Overview below.
- contact_info: Contact Information -Current and historical contact information
- crsp_portno_map: CRSP PORTNO Map -Map to portfolio for security holdings info
- daily_nav: Daily Net Asset Value -Net Asset Value for each trading day
- daily_returns: Daily Returns -Returns for each trading day
- dividends: Dividends -Fund dividends
- front_load_det: Front Load Detail -Details of front load fees
- front_load_grp: Front Load Group -Effective dates for front load fees
- fund_fees Fund: Fees -Fees associated with each fund
- fund_hdr Fund: Header -Most recent identification information for each fund
- fund_hdr_hist: Historical Fund Header -Historical identification information for each fund
- fund_style: Fund Style -Style attributes for each fund
- fund_summary: Fund Summary -Summary data for each fund
- holdings: Holdings -Portfolio holding information
- icdi_map: ICDI Map -Map ICDI to portfolio for security holdings info
- monthly_nav: Monthly Net Asset Value -Net Asset Values as of the last trading day of each month
- monthly_returns: Monthly Returns -Monthly holding period returns
- monthly_tna Monthly: Total Net Assets -Total Net Assets as of the last trading day of each month
- rear_load_det: Rear Load Detail -Details of rear load fees
- rear_load_grp: Rear Load Group -Effective dates for rear load fees
Issues or Changesnew! 07/2009 The current Mutual Fund Database contains data through June 2009, and officially ends the quarterly lag.
In this release 2,207 new historical funds have been added to the Mutual Funds Database. These funds were not available from our previous data vendor. The complete list is available online at: www.crsp.chicagobooth.edu/support/funds/added/index.html The database has 43,043 total funds. Of these 27,795 are active and 15,248 are delisted. More detail...
The CRSP Survivor-Bias Free US Mutual Fund Database is no longer supported in Microsoft Access. The primary delivery format is SAS format. For additional research and programming changes, go to the latest CRSP Mutual Fund Release Note.